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rewrite test for test_syncretism_view

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This commit is contained in:
Danglewood
2023-02-25 20:46:53 -08:00
parent 785193b7fd
commit 781ca58dd4
4 changed files with 13 additions and 29 deletions
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2
tests/openbb_terminal/stocks/options/test_syncretism_view.py
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@@ -66,7 +66,7 @@ def test_view_historical_greeks(mocker):
syncretism_view.view_historical_greeks(
symbol="PM",
expiry="2022-01-07",
expiry="",
chain_id="PM220107P00090000",
strike=90,
greek="theta",

14
tests/openbb_terminal/stocks/options/txt/test_syncretism_view/test_view_available_presets[high_IV].txt vendored
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@@ -1,14 +0,0 @@
- FILTER -
itm : false
otm : true
max-ask-bid : 0.05
max-exp : 14
calls : true
puts : true
min-iv : 0.80
max-iv : 1.0
min-volume : 100
order-by : iv_desc

13
tests/openbb_terminal/stocks/options/txt/test_syncretism_view/test_view_screener_output[False].txt vendored
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@@ -1,7 +1,6 @@
CS S T Str Exp ∨ IV LP B A V OI Y MY SMP SMDL SMDH LU
0 TSLA220107P00700000 TSLA P 700.0 01-07-22 0.998047 0.11 0.09 0.11 1023 2781 0.000 0.001 1056.78 1054.590 1082.000 12-31-21
1 CLOV220114C00004500 CLOV C 4.5 01-14-22 0.996094 0.07 0.06 0.08 193 3472 0.016 0.037 3.72 3.685 3.910 12-31-21
2 SOFI220107C00020000 SOFI C 20.0 01-07-22 0.996094 0.04 0.04 0.05 608 4237 0.002 0.012 15.81 15.740 16.490 12-31-21
3 CCL220107P00016000 CCL P 16.0 01-07-22 0.996094 0.04 0.04 0.06 694 982 0.003 0.017 20.12 20.020 20.773 12-31-21
4 WKHS220107C00004500 WKHS C 4.5 01-07-22 0.992188 0.18 0.17 0.19 413 428 0.040 0.213 4.36 4.330 4.645 12-31-21
Contract Symbol Expiration Ticker Type Strike Vol OI IV Delta Gamma Rho Theta Vega Last Traded Bid Ask Last % Change Underlying P/B
0 VORB250117C00003000 25-01-17 VORB C 3.0 20 158 8.0000 1.0000 1.0663e-08 6.5475e-10 -1.5821e-09 2.7336e-09 23-02-15 0.25 2.35 0.50 0.00 1.30 4.8872
1 HUT230324P00000500 23-03-24 HUT P 0.5 300 119 7.0625 -0.0575 3.6799e-02 -2.3403e-04 -6.6603e-03 5.1031e-04 23-02-24 0.01 0.45 0.02 -0.02 1.63 0.6463
2 GNUS230421P00000500 23-04-21 GNUS P 0.5 59 295 6.4062 -0.0239 7.2644e-03 -5.2132e-04 -3.9281e-03 6.7855e-04 23-02-10 0.11 0.45 0.15 0.00 3.11 0.7814
3 BBBY230317C00032000 23-03-17 BBBY C 32.0 50 334 5.7500 0.0575 5.5752e-02 3.0205e-05 -5.9144e-03 4.1360e-04 23-02-23 0.02 0.07 0.05 0.00 1.53 -0.2237
4 BBBY230317C00022000 23-03-17 BBBY C 22.0 13 122 5.6562 0.0897 7.9731e-02 4.5859e-05 -8.1852e-03 5.8185e-04 23-02-24 0.02 0.12 0.05 0.04 1.53 -0.2237

13
tests/openbb_terminal/stocks/options/txt/test_syncretism_view/test_view_screener_output[True].txt vendored
View File

@@ -1,7 +1,6 @@
CS S T Str Exp ∨ IV LP B A V OI Y MY SMP SMDL SMDH LU
0 TSLA220107P00700000 TSLA P 700.0 01-07-22 0.998047 0.11 0.09 0.11 1023 2781 0.000 0.001 1056.78 1054.590 1082.000 12-31-21
1 CLOV220114C00004500 CLOV C 4.5 01-14-22 0.996094 0.07 0.06 0.08 193 3472 0.016 0.037 3.72 3.685 3.910 12-31-21
2 SOFI220107C00020000 SOFI C 20.0 01-07-22 0.996094 0.04 0.04 0.05 608 4237 0.002 0.012 15.81 15.740 16.490 12-31-21
3 CCL220107P00016000 CCL P 16.0 01-07-22 0.996094 0.04 0.04 0.06 694 982 0.003 0.017 20.12 20.020 20.773 12-31-21
4 WKHS220107C00004500 WKHS C 4.5 01-07-22 0.992188 0.18 0.17 0.19 413 428 0.040 0.213 4.36 4.330 4.645 12-31-21
Contract Symbol Expiration Ticker Type Strike Vol OI IV Delta Gamma Rho Theta Vega Last Traded Bid Ask Last % Change Underlying P/B
0 VORB250117C00003000 25-01-17 VORB C 3.0 20 158 8.0000 1.0000 1.0663e-08 6.5475e-10 -1.5821e-09 2.7336e-09 23-02-15 0.25 2.35 0.50 0.00 1.30 4.8872
1 HUT230324P00000500 23-03-24 HUT P 0.5 300 119 7.0625 -0.0575 3.6799e-02 -2.3403e-04 -6.6603e-03 5.1031e-04 23-02-24 0.01 0.45 0.02 -0.02 1.63 0.6463
2 GNUS230421P00000500 23-04-21 GNUS P 0.5 59 295 6.4062 -0.0239 7.2644e-03 -5.2132e-04 -3.9281e-03 6.7855e-04 23-02-10 0.11 0.45 0.15 0.00 3.11 0.7814
3 BBBY230317C00032000 23-03-17 BBBY C 32.0 50 334 5.7500 0.0575 5.5752e-02 3.0205e-05 -5.9144e-03 4.1360e-04 23-02-23 0.02 0.07 0.05 0.00 1.53 -0.2237
4 BBBY230317C00022000 23-03-17 BBBY C 22.0 13 122 5.6562 0.0897 7.9731e-02 4.5859e-05 -8.1852e-03 5.8185e-04 23-02-24 0.02 0.12 0.05 0.04 1.53 -0.2237